You are fortunate to have Baba's darshan in your dream. His love for his all devotees is beyond any limit. He never mind to share pain of his devotees and can do anything for their welfare. We know how he hurt his hand just to save a poor child from the fire. But sometimes our karmas are in such a stage, Baba do not stop us entreating into bad phase of time. This is not that He can not stop us, but as always say that he gives permanent solution e.g. if any disease needs surgery, it meant one has to undergo, pain killers can give temporary relief, but that's not permanent solution.
As concern to crying, whether it has to do with your life or something else, Just think if something happened in last few days that was not normal in your life even in dream. Baba's ways are unique. He is to take care of all creatures in the world. So many things are happening on this planet, but cycle of time need to continue, as God also respect the rules set by God thyself.
May be Baba has saved you from some dangerous situation in the future. Do as Baba advised. and if possible read Sri Sai Satcharitra and feed the birds and visit Baba's Temple when ever can, If from NCR area, Lodhi Road or Sai Ka Aangan at Gurgoan. You will attain peace.
om sri sai ram !